Why wont the website work?

I wanted to play the mcd monopoly game, just for kicks. when I went to the site, it said I had to enable cookies. I have Internet Explorer 7 or 8. I went to tools, internet options, privacy and advanced and clicked override automatic cookie handling, and clicked allow. I closed the browser so that it could take effect and reopened it and went back to the site. it still said that i need to enable cookies